Derivative Security List  (MsgType = AA)

The Derivative Security List (y) message is used to return a list of securities that matches the criteria specified in a Derivative Security List (y) Request.


Tag Field Name Req'd Comments
<Standard Message Header> Y MsgType = AA
320 SecurityReqID Y
322 SecurityResponseID Y Identifier for the Derivative Security List (y) message
560 SecurityRequestResult Y Result of the Security Request identified by SecurityReqID
Component Block - <UnderlyingInstrument> N Underlying security for which derivatives are being returned
393 TotNoRelatedSym N Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
893 LastFragment N Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
146 NoRelatedSym N Specifies the number of repeating symbols (instruments) specified
=> Component Block - <Instrument> N "Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"" of the requested Security
=> 15 Currency N
=> 827 ExpirationCycle N
=> Component Block - <InstrumentExtension> N "Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages""
=> 555 NoLegs N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> => Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
=> => 336 TradingSessionID N
=> 625 TradingSessionSubID N
=> 58 Text N Comment, instructions, or other identifying information.
=> 354 EncodedTextLen N Must be set if EncodedText (355) field is specified and must immediately precede it.
=> 355 EncodedText N Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y